+17.5%
LUV vs WSM
+1,071.8%
-1,054.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | -1.0% | -0.5% | -0.4% | -0.8% |
| 30D | -12.4% | -7.7% | -4.6% | -10.5% |
| 3M | -11.0% | +3.8% | -14.8% | -11.8% |
| 6M | -5.0% | +22.7% | -27.7% | -9.4% |
| YTD | -3.8% | +28.0% | -31.8% | -9.2% |
| 1Y | +25.9% | +12.7% | +13.2% | +22.1% |
| 3Y | +42.2% | +231.3% | -189.0% | +2.8% |
| 5Y | -10.8% | +177.2% | -188.0% | -35.3% |
| All | +17.5% | +1,071.8% | -1,054.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling